One switch decides the doctrine: Normal or Trend.

Layer 01 — The original doctrine

ATR state defined trade management.

From the trading plan's origin: Normal meant controlled static structure; Trend meant continuation logic and more breathing room. That insight survives intact — the assistant remains foundational, now flanked by the Volatility Intelligence Panel and Distance Matrix so coefficient selection is evidence-based rather than eyeballed.

• Normal / out-of-session → BE at 1:1.4, static 2R runner.
• Trend + in-session → BE at 1:1.6, trend-oriented ATR trailing (typically ×1.5 volatility-adjusted).
• The switch feeds branch selection before entry — it never re-labels a trade after it starts moving.

Layer 02 — Session interplay

Regime plus session decides everything downstream.

The switch is deliberately binary, but its output cascades: it selects the branch family, the break-even level, whether trailing logic activates, and which volatility tools engage. Out-of-session hours default to Normal handling regardless of ATR state, because trend continuation without session participation is a trap.

• Trend classification requires both conditions: elevated ATR regime AND in-session — never one alone.
• The regime read is captured into the Journal as ATR State, making regime-conditional performance auditable later.
• Downstream chain: regime → branch → BE level → coefficient tools → checkpoint flags — one switch, five consequences.